| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 36902.8636 | 14408.721 | 22494.1426 | 37935.5035 | 9420.4185 | 28515.085 |
| Total P&L (%) | 36.9029 | 14.4087 | 22.4941 | 37.9355 | 9.4204 | 28.5151 |
| Avg Daily Profit (%) | 0.7086 | 0.2767 | 0.4319 | 0.6195 | 0.173 | 0.4829 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31895 | -23445 | -18045 | -40427 | -31645 | -22055 |
| Profit Factor | 1.391 | 1.2533 | 1.6 | 1.306 | 1.1223 | 1.6077 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 56.044 | 56.5217 | 55.5556 | 56.044 | 56.5217 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.091 | 0.9641 | 1.28 | 1.0243 | 0.8633 | 1.2862 |
| Largest Winning Trade | 9443 | 9443 | 5348 | 11670 | 11670 | 6861 |
| Largest Losing Trade | -7312 | -7312 | -6512 | -10323 | -10323 | -7283 |
| Avg Bars in Trades | 267 | 266 | 269 | 267 | 266 | 269 |
| Avg Bars in Winners | 222 | 205 | 240 | 222 | 205 | 240 |
| Avg Bars in Losers | 325 | 345 | 304 | 325 | 345 | 304 |
| Bars Traded | 24382 | 12269 | 12113 | 24382 | 12269 | 12113 |
| Profit Streak | 0 | 0 | 12.0895 | 0 | 0 | 12.0895 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326881 | -23347 | 203230 | 284054 | -247220 | 290846 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754587980000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759940996915,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 224,
"offset": 0,
"a": 0.91819
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
36902.8636171096,
14408.720992677,
22494.1426244327,
37935.5034812611,
9420.4184774799,
28515.0850037812
],
[
36.902864,
14.408721,
22.494143,
37.935503,
9.420418,
28.515085
],
[
0.70858,
0.276665,
0.431915,
0.619453,
0.173013,
0.482875
],
[
10,
10,
10,
10,
10,
10
],
[
-31895,
-23445,
-18045,
-40427,
-31645,
-22055
],
[
1.391049,
1.253338,
1.599951,
1.306014,
1.122272,
1.607713
],
[
91,
46,
45,
91,
46,
45
],
[
51,
26,
25,
51,
26,
25
],
[
40,
20,
20,
40,
20,
20
],
[
56.043956,
56.521739,
55.555556,
56.043956,
56.521739,
55.555556
],
[
1.091019,
0.964106,
1.279961,
1.024324,
0.863286,
1.28617
],
[
9443,
9443,
5348,
11670,
11670,
6861
],
[
-7312,
-7312,
-6512,
-10323,
-10323,
-7283
],
[
267,
266,
269,
267,
266,
269
],
[
222,
205,
240,
222,
205,
240
],
[
325,
345,
304,
325,
345,
304
],
[
24382,
12269,
12113,
24382,
12269,
12113
],
[
0,
0,
12.089548,
0,
0,
12.089548
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326881,
-23347,
203230,
284054,
-247220,
290846
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754587980000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759940996915,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 224,
"offset": 0,
"a": 0.91819
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|